Confidence intervals of aggregate market shares
Posted: 12 Dec 2022, 17:52
Dear authors,
I would like to compute the confidence intervals of the predicted aggregate market share of a choice, i.e. average of the predicted choice probabilities over all sample.
I was wondering whether it can be done through the delta method function in Apollo and, if yes, how? If you do not recommend the delta method, how would you suggest to compute the confidence intervals for the predicted aggregate market share?
Many thanks for letting us know!
L
I would like to compute the confidence intervals of the predicted aggregate market share of a choice, i.e. average of the predicted choice probabilities over all sample.
I was wondering whether it can be done through the delta method function in Apollo and, if yes, how? If you do not recommend the delta method, how would you suggest to compute the confidence intervals for the predicted aggregate market share?
Many thanks for letting us know!
L